Class: Cbc::Model

Inherits:
Object
  • Object
show all
Defined in:
lib/cbc/model.rb

Instance Method Summary collapse

Constructor Details

#initialize ⇒ Model

Returns a new instance of Model.



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# File 'lib/cbc/model.rb', line 3

def initialize
  @model = FFI.Cbc_newModel
  @model.free = FFI["Cbc_deleteModel"]

  @below210 = Gem::Version.new(Cbc.lib_version) < Gem::Version.new("2.10.0")
  FFI.Cbc_setLogLevel(model, 0) unless @below210
end

Instance Method Details

#load_problem(sense:, start:, index:, value:, col_lower:, col_upper:, obj:, row_lower:, row_upper:, col_type:) ⇒ Object 



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# File 'lib/cbc/model.rb', line 11

def load_problem(sense:, start:, index:, value:, col_lower:, col_upper:, obj:, row_lower:, row_upper:, col_type:)
  start_size = start.size
  index_size = index.size
  num_cols = col_lower.size
  num_rows = row_lower.size

  FFI.Cbc_loadProblem(
    model, num_cols, num_rows,
    big_index_array(start, start_size), int_array(index, index_size), double_array(value, index_size),
    double_array(col_lower, num_cols), double_array(col_upper, num_cols), double_array(obj, num_cols),
    double_array(row_lower, num_rows), double_array(row_upper, num_rows)
  )
  FFI.Cbc_setObjSense(model, FFI::OBJ_SENSE.fetch(sense))

  if col_type.size != num_cols
    raise ArgumentError, "wrong size (given #{value.size}, expected #{size})"
  end

  col_type.each_with_index do |v, i|
    case v
    when :integer
      FFI.Cbc_setInteger(model, i)
    when :continuous
      FFI.Cbc_setContinuous(model, i)
    else
      raise ArgumentError, "Unknown col_type"
    end
  end
end

#read_lp(filename) ⇒ Object 



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# File 'lib/cbc/model.rb', line 41

def read_lp(filename)
  check_version
  check_status FFI.Cbc_readLp(model, filename)
end

#read_mps(filename) ⇒ Object 



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# File 'lib/cbc/model.rb', line 46

def read_mps(filename)
  check_status FFI.Cbc_readMps(model, filename)
end

#solve(log_level: nil, time_limit: nil) ⇒ Object 



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# File 'lib/cbc/model.rb', line 59

def solve(log_level: nil, time_limit: nil)
  with_options(log_level: log_level, time_limit: time_limit) do
    # do not check status
    FFI.Cbc_solve(model)
  end

  num_cols = FFI.Cbc_getNumCols(model)

  status = FFI::STATUS[FFI.Cbc_status(model)]
  secondary_status = FFI::SECONDARY_STATUS[FFI.Cbc_secondaryStatus(model)]

  ret_status =
    case status
    when :not_started
      if FFI.Cbc_isInitialSolveProvenOptimal(model) != 0
        :optimal
      elsif FFI.Cbc_isInitialSolveProvenPrimalInfeasible(model) != 0
        :primal_infeasible
      else
        secondary_status
      end
    when :finished
      if FFI.Cbc_isProvenOptimal(model) != 0
        :optimal
      elsif FFI.Cbc_isProvenInfeasible(model) != 0
        :infeasible
      else
        secondary_status
      end
    else
      secondary_status
    end

  {
    status: ret_status,
    objective: FFI.Cbc_getObjValue(model),
    primal_col: read_double_array(FFI.Cbc_getColSolution(model), num_cols)
  }
end

#write_lp(filename) ⇒ Object 



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# File 'lib/cbc/model.rb', line 50

def write_lp(filename)
  check_version
  FFI.Cbc_writeLp(model, filename)
end

#write_mps(filename) ⇒ Object 



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# File 'lib/cbc/model.rb', line 55

def write_mps(filename)
  FFI.Cbc_writeMps(model, filename)
end